The vocal transformer plugin started to work now. I open it, select for example +3, then select my voice track/hit play and voice changes to higher pitch steadily. It means I can listen to the +3 voice, not matter have I closed the vocal transformer (from the cross up left), or not. It's like recorded stuff. First time the +3 disappeared to nowhere... Then I close the project, hit save changes and next time I'll open the project, +3 is still there... How about the quality? If I select +10 from 0, is it bad for the quality? Or, if I select from 0 +2, and then from +2 +4, I mean by 2 steps until +10, will the result be better than +10 at once?

The quality is strictly based on the number -- the number of semitones you're transposing up or down -- it doesn't matter how you get there, if you go straight to +10 it'll sound the same as if you gradually increase pitch to +10. Only the current setting has any effect. Of course, it also depends on the particular recording -- some audio recordings will sound more natural at greater transposition values than other audio recordings, that's just the way it is.